+40.6%
B vs LYB
+634.9%
-594.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.7% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | +1.4% | +9.5% | -8.2% | -0.2% |
| 3M | +12.2% | +1.3% | +10.9% | +11.6% |
| 6M | -2.1% | -1.7% | -0.4% | -3.2% |
| YTD | +2.9% | +54.1% | -51.2% | -5.8% |
| 1Y | +55.3% | +25.7% | +29.6% | +46.5% |
| 3Y | +198.7% | -20.9% | +219.6% | +201.5% |
| 5Y | +153.8% | -1.5% | +155.3% | +145.0% |
| 10Y | +193.4% | +45.0% | +148.4% | +145.6% |
| All | +40.6% | +634.9% | -594.3% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling